+665.4%
FICO vs SHAK
+77.6%
+587.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.5% | +11.9% | +6.9% |
| 7D | -10.6% | -7.2% | -3.4% | -9.1% |
| 30D | -6.3% | -11.8% | +5.5% | -3.7% |
| 3M | -19.7% | +17.2% | -36.9% | -23.2% |
| 6M | -31.8% | -34.1% | +2.4% | -26.8% |
| YTD | -41.8% | -22.4% | -19.5% | -40.4% |
| 1Y | -36.4% | -35.9% | -0.5% | -31.8% |
| 3Y | +9.3% | -3.4% | +12.6% | -0.2% |
| 5Y | +113.0% | -25.4% | +138.4% | +95.7% |
| 10Y | +665.4% | +83.4% | +582.0% | +384.3% |
| All | +665.4% | +77.6% | +587.8% | +384.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling